I tried deleting and disabling my cache plugin on my site, so that seems that is not the issue.
I have same issues on multiple sites.
Strange that this is not being addressed.
Site maps are vital for getting indexed.
I have the same problem on a few wordpress sites (both 4.0 and 3.9.2)
Seems the sitemap_index.xml file is fine, but the links to the post/page sitemaps are all giving 404 errors.